Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador

Article

Abstract: Daily banking practice suggests that there may be contagion effects between portfolios, a fact that

Palabras claves:

Cbkp_redit risk, Contagion, Cross risk, Stress testing models, Vector autoregressive models

Autores:

Adriana Uquillas, Ronny Tonato

Fuentes:

scopus